R2

The Journal of Finance

Volumn 43, Issue 3, 1988, Pages 541-566

  ROLL, RICHARD ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84977729119     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1988.tb04591.x     Document Type: Article

References (12)

1. “The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture‐of‐Distributions Hypothesis.”
2. “Cross‐Security Tests of the Mixture of Distributions Hypothesis.”
3. “Transaction Data Tests of the Mixture of Distributions Hypothesis.”
4. “The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets.”
5. “Stock Prices and Heteroskedasticity.”
6. “Equilibrium in a Capital Asset Market.”
7. “A Compound Events Model for Security Prices.”
8. “The Arbitrage Theory of Capital Asset Pricing.”
9. “Estimating Betas from Nonsynchronous Data.”
10. “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk.”
11. “The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models.”